Risk-Sensitive and Robust Decision-Making: a CVaR Optimization Approach

6 June 2015

Papers citing "Risk-Sensitive and Robust Decision-Making: a CVaR Optimization Approach"

50 / 53 papers shown

Title
Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions Shanyu Han Yang Liu Xiang Yu 42 0 0 07 May 2025
Fast and Robust: Task Sampling with Posterior and Diversity Synergies for Adaptive Decision-Makers in Randomized Environments Yun Qu W. Wang Yixiu Mao Yiqin Lv Xiangyang Ji TTA 90 0 0 27 Apr 2025
On Generalization and Distributional Update for Mimicking Observations with Adequate Exploration Yirui Zhou Xiaowei Liu Xiaofeng Zhang Yangchun Zhang 30 0 0 22 Jan 2025
Planning and Learning in Risk-Aware Restless Multi-Arm Bandit Problem Nima Akbarzadeh Erick Delage Yossiri Adulyasak 30 0 0 30 Oct 2024
Bellman Unbiasedness: Toward Provably Efficient Distributional Reinforcement Learning with General Value Function Approximation Taehyun Cho Seung Han Kyungjae Lee Seokhun Ju Dohyeong Kim Jungwoo Lee 64 0 0 31 Jul 2024
Policy Gradient Methods for Risk-Sensitive Distributional Reinforcement Learning with Provable Convergence Minheng Xiao Xian Yu Lei Ying 32 2 0 23 May 2024
JoinGym: An Efficient Query Optimization Environment for Reinforcement Learning Kaiwen Wang Junxiong Wang Yueying Li Nathan Kallus Immanuel Trummer Wen Sun GP 42 2 0 21 Jul 2023
On the Value of Myopic Behavior in Policy Reuse Kang Xu Chenjia Bai Shuang Qiu Haoran He Bin Zhao Zhen Wang Wei Li Xuelong Li 24 1 0 28 May 2023
Near-Minimax-Optimal Risk-Sensitive Reinforcement Learning with CVaR Kaiwen Wang Nathan Kallus Wen Sun 99 18 0 07 Feb 2023
Risk-Averse Model Uncertainty for Distributionally Robust Safe Reinforcement Learning James Queeney M. Benosman OOD OffRL 33 5 0 30 Jan 2023
Train Hard, Fight Easy: Robust Meta Reinforcement Learning Ido Greenberg Shie Mannor Gal Chechik E. Meirom OffRL OOD 19 6 0 26 Jan 2023
Risk-Sensitive Policy with Distributional Reinforcement Learning Thibaut Théate D. Ernst OffRL 28 5 0 30 Dec 2022
RAP: Risk-Aware Prediction for Robust Planning Haruki Nishimura Jean-Pierre Mercat Blake Wulfe R. McAllister Adrien Gaidon OOD 43 17 0 04 Oct 2022
RASR: Risk-Averse Soft-Robust MDPs with EVaR and Entropic Risk J. Hau Marek Petrik Mohammad Ghavamzadeh R. Russel 30 5 0 09 Sep 2022
Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions Phillip Murray Ben Wood Hans Buehler Magnus Wiese Mikko S. Pakkanen 27 19 0 15 Jul 2022
Towards Safe Reinforcement Learning via Constraining Conditional Value-at-Risk Chengyang Ying Xinning Zhou Hang Su Dong Yan Ning Chen Jun Zhu 11 41 0 09 Jun 2022
Learning Generalizable Risk-Sensitive Policies to Coordinate in Decentralized Multi-Agent General-Sum Games Ziyi Liu Xian Guo Yongchun Fang 18 0 0 31 May 2022
Risk-aware Stochastic Shortest Path Tobias Meggendorfer 11 9 0 03 Mar 2022
Neural-Progressive Hedging: Enforcing Constraints in Reinforcement Learning with Stochastic Programming Supriyo Ghosh L. Wynter Shiau Hong Lim D. Nguyen 26 0 0 27 Feb 2022
User-Oriented Robust Reinforcement Learning Haoyi You Beichen Yu Haiming Jin Zhaoxing Yang Jiahui Sun OffRL 26 0 0 15 Feb 2022
Challenging Common Assumptions in Convex Reinforcement Learning Mirco Mutti Ric De Santi Piersilvio De Bartolomeis Marcello Restelli OffRL 24 21 0 03 Feb 2022
Recent Advances in Reinforcement Learning in Finance B. Hambly Renyuan Xu Huining Yang OffRL 27 165 0 08 Dec 2021
Learning to Be Cautious Montaser Mohammedalamen Dustin Morrill Alexander Sieusahai Yash Satsangi Michael H. Bowling 13 3 0 29 Oct 2021
A Survey of Learning Criteria Going Beyond the Usual Risk Matthew J. Holland Kazuki Tanabe FaML 24 4 0 11 Oct 2021
Risk-Aware Learning for Scalable Voltage Optimization in Distribution Grids Shanny Lin Shaohui Liu Hao Zhu 15 9 0 04 Oct 2021
Risk-averse autonomous systems: A brief history and recent developments from the perspective of optimal control Yuheng Wang Margaret P. Chapman 38 32 0 18 Sep 2021
Multi-Robot Coordination and Planning in Uncertain and Adversarial Environments Lifeng Zhou Pratap Tokekar 32 43 0 02 May 2021
STEP: Stochastic Traversability Evaluation and Planning for Risk-Aware Off-road Navigation David D. Fan K. Otsu Y. Kubo Anushri Dixit J. W. Burdick Ali-Akbar Agha-Mohammadi 17 55 0 04 Mar 2021
Escaping from Zero Gradient: Revisiting Action-Constrained Reinforcement Learning via Frank-Wolfe Policy Optimization Jyun-Li Lin Wei-Ting Hung Shangtong Yang Ping-Chun Hsieh Xi Liu 22 14 0 22 Feb 2021
Risk-Averse Bayes-Adaptive Reinforcement Learning Marc Rigter Bruno Lacerda Nick Hawes 17 41 0 10 Feb 2021
Risk-Sensitive Motion Planning using Entropic Value-at-Risk Anushri Dixit M. Ahmadi J. W. Burdick 17 27 0 23 Nov 2020
Risk-Averse Planning via CVaR Barrier Functions: Application to Bipedal Robot Locomotion M. Ahmadi Xiaobin Xiong Aaron D. Ames 17 10 0 03 Nov 2020
CoinDICE: Off-Policy Confidence Interval Estimation Bo Dai Ofir Nachum Yinlam Chow Lihong Li Csaba Szepesvári Dale Schuurmans OffRL 22 84 0 22 Oct 2020
Risk-Sensitive Markov Decision Processes with Combined Metrics of Mean and Variance L. Xia 12 30 0 09 Aug 2020
Robust Reinforcement Learning using Adversarial Populations Eugene Vinitsky Yuqing Du Kanaad Parvate Kathy Jang Pieter Abbeel Alexandre M. Bayen AAML 35 79 0 04 Aug 2020
Bayesian Robust Optimization for Imitation Learning Daniel S. Brown S. Niekum Marek Petrik 22 32 0 24 Jul 2020
SAMBA: Safe Model-Based & Active Reinforcement Learning Alexander I. Cowen-Rivers Daniel Palenicek Vincent Moens Mohammed Abdullah Aivar Sootla Jun Wang Haitham Bou-Ammar 13 44 0 12 Jun 2020
Safe Imitation Learning via Fast Bayesian Reward Inference from Preferences Daniel S. Brown Russell Coleman R. Srinivasan S. Niekum BDL 22 100 0 21 Feb 2020
Statistical Learning with Conditional Value at Risk Tasuku Soma Yuichi Yoshida 6 38 0 14 Feb 2020
Wasserstein Distributionally Robust Motion Control for Collision Avoidance Using Conditional Value-at-Risk A. Hakobyan Insoon Yang 8 53 0 14 Jan 2020
IPO: Interior-point Policy Optimization under Constraints Yongshuai Liu J. Ding Xin Liu 8 175 0 21 Oct 2019
$Policy Optimization for $\mathcal{H}_2$ Linear Control with $\mathcal{H}_\infty$ Robustness Guarantee: Implicit Regularization and Global Convergence$ Policy Optimization for $\mathcal{H}_2$ Linear Control with $\mathcal{H}_\infty$ Robustness Guarantee: Implicit Regularization and Global Convergence K. Zhang Bin Hu Tamer Basar 22 119 0 21 Oct 2019
Risk-Averse Planning Under Uncertainty M. Ahmadi M. Ono M. Ingham R. Murray Aaron D. Ames 32 28 0 27 Sep 2019
Wasserstein Robust Reinforcement Learning Mohammed Abdullah Hang Ren Haitham Bou-Ammar Vladimir Milenkovic Rui Luo Mingtian Zhang Jun Wang 22 75 0 30 Jul 2019
A Review of Robot Learning for Manipulation: Challenges, Representations, and Algorithms Oliver Kroemer S. Niekum G. Konidaris 24 355 0 06 Jul 2019
Markov Decision Processes under Ambiguity Nicole Bauerle U. Rieder 11 6 0 04 Jul 2019
Epistemic Risk-Sensitive Reinforcement Learning Hannes Eriksson Christos Dimitrakakis 11 29 0 14 Jun 2019
A Bayesian Approach to Robust Reinforcement Learning E. Derman D. Mankowitz Timothy A. Mann Shie Mannor 13 57 0 20 May 2019
Robust and Adaptive Planning under Model Uncertainty Apoorva Sharma James Harrison Matthew W. Tsao Marco Pavone 11 15 0 09 Jan 2019
Risk-Aware Active Inverse Reinforcement Learning Daniel S. Brown Yuchen Cui S. Niekum 17 58 0 08 Jan 2019